Discrete Dynamic Programming with a Small Interest Rate
From MaRDI portal
Publication:5565564
DOI10.1214/aoms/1177697700zbMath0175.47302OpenAlexW2071453199MaRDI QIDQ5565564
Arthur F. jun. Veinott, Bruce L. Miller
Publication date: 1969
Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoms/1177697700
Related Items (30)
Variational characterizations in Markov decision processes ⋮ Asymptotic expansions for dynamic programming recursions with general nonnegative matrices ⋮ An efficient basis update for asymptotic linear programming ⋮ A Mixed Value and Policy Iteration Method for Stochastic Control with Universally Measurable Policies ⋮ Strong 1-optimal stationary policies in denumerable Markov decision processes ⋮ A canonical form for pencils of matrices with applications to asymptotic linear programs ⋮ Blackwell optimal policies in a Markov decision process with a Borel state space ⋮ Survey of linear programming for standard and nonstandard Markovian control problems. Part I: Theory ⋮ Nonstationary Markov decision problems with converging parameters ⋮ Optimal control of Markov chains admitting strong and weak interactions ⋮ Resolvent expansions of matrices and applications ⋮ Simultaneous recurrent conditions on countable state Markov chains ⋮ Denumerable semi-Markov decision chains with small interest rates ⋮ On the convergence of the average expected return in dynamic programming ⋮ Transient policies in discrete dynamic programming: Linear programming including suboptimality tests and additional constraints ⋮ An optimality principle for Markovian decision processes ⋮ A Fixed Point Approach to Undiscounted Markov Renewal Programs ⋮ Blackwell optimality in the class of Markov policies for continuous-time controlled Markov chains ⋮ A survey of recent results on continuous-time Markov decision processes (with comments and rejoinder) ⋮ Markov Branching Decision Chains with Interest-Rate-Dependent Rewards ⋮ Solution of continuous-time markovian decision models using infinite linear programming ⋮ On the functional equations in undiscounted and sensitive discounted stochastic games ⋮ Are limits of \(\alpha\)-discounted optimal policies Blackwell optimal? A counterexample ⋮ Stochastic Inventory Models with Limited Production Capacity and Periodically Varying Parameters ⋮ Finite state multi-armed bandit problems: Sensitive-discount, average-reward and average-overtaking optimality ⋮ Maximum-Stopping-Value Policies in Finite Markov Population Decision Chains ⋮ Unnamed Item ⋮ Sensitivity analysis in discounted Markovian decision problems ⋮ Generalized eigenvectors and sets of nonnegative matrices ⋮ MARKOV DECISION PROCESSES
This page was built for publication: Discrete Dynamic Programming with a Small Interest Rate
